It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements

no code implementations • 11 Nov 2021 • Yong Cai, Santiago Camara, Nicholas Capel

This paper introduces a transparent framework to identify the informational content of FOMC announcements.

Extended Radial Basis Function Controller for Reinforcement Learning

no code implementations • 12 Sep 2020 • Nicholas Capel, Naifu Zhang

This paper proposes a hybrid reinforcement learning controller which dynamically interpolates a model-based linear controller and an arbitrary differentiable policy.

OpenAI Gym reinforcement-learning +1

Improving LIME Robustness with Smarter Locality Sampling

1 code implementation • 22 Jun 2020 • Sean Saito, Eugene Chua, Nicholas Capel, Rocco Hu

Explainability algorithms such as LIME have enabled machine learning systems to adopt transparency and fairness, which are important qualities in commercial use cases.

Fairness Generative Adversarial Network